-77.4%
PLTD vs ESTC
-15.1%
-62.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.9% | -10.4% | -3.1% |
| 7D | +4.2% | -1.2% | +5.4% | +4.2% |
| 30D | +20.8% | -8.1% | +29.0% | +17.7% |
| 3M | -2.6% | +20.2% | -22.7% | +10.7% |
| 6M | -33.1% | +72.7% | -105.8% | -5.9% |
| YTD | -20.0% | +19.6% | -39.7% | -1.3% |
| 1Y | -21.6% | +0.3% | -21.9% | -10.3% |
| All | -77.4% | -15.1% | -62.4% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling